+666.5%
AEM vs ARES
+1,181.8%
-515.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +4.3% | -0.3% | +4.7% | +4.4% |
| 30D | +13.1% | +1.3% | +11.8% | +13.0% |
| 3M | +24.8% | +10.4% | +14.4% | +23.4% |
| 6M | -8.2% | +29.0% | -37.3% | -10.7% |
| YTD | +19.8% | -12.2% | +32.0% | +20.6% |
| 1Y | +32.1% | -18.4% | +50.5% | +33.6% |
| 3Y | +348.2% | +43.2% | +305.0% | +326.0% |
| 5Y | +297.5% | +102.6% | +194.9% | +263.5% |
| 10Y | +343.3% | +1,029.6% | -686.3% | +295.2% |
| All | +666.5% | +1,181.8% | -515.3% | +589.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling